+22.9%
IGV vs FRSH
-72.4%
+95.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.5% | -9.6% | +8.0% | +1.6% |
| 30D | -3.0% | -0.4% | -2.6% | -2.9% |
| 3M | +9.6% | +27.2% | -17.6% | +1.2% |
| 6M | +16.1% | +42.2% | -26.1% | +3.5% |
| YTD | -3.6% | -2.6% | -1.0% | -4.5% |
| 1Y | -7.8% | -10.2% | +2.3% | -6.7% |
| 3Y | +40.0% | -45.5% | +85.5% | +57.2% |
| All | +22.9% | -72.4% | +95.3% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling